Accession Number : AD0699638

Title :   THE N. N. BOGOLYUBOV METHOD OF AVERAGING FOR STOCHASTIC DIFFERENTIAL EQUATIONS,

Corporate Author : FOREIGN TECHNOLOGY DIV WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Kuzma,V. M.

Report Date : 29 JUL 1969

Pagination or Media Count : 7

Abstract : The author formulates a theorem substantiating the use of the averaging method to determine to a first approximation the mathematical expectations for the solution of equations in a standard form with right-hand parts represented by random functions of time. The statement and proof of the theorem are analogous to those of the theorem of N. N. Bogolyubov which estimates the error of a first approximation derived with the aid of asymptotic methods for a finite interval of time. (Author)

Descriptors :   (*DIFFERENTIAL EQUATIONS, STOCHASTIC PROCESSES), NONLINEAR DIFFERENTIAL EQUATIONS, APPROXIMATION(MATHEMATICS), NUMERICAL INTEGRATION, VIBRATION, THEOREMS, USSR

Subject Categories : Statistics and Probability
      Mechanics

Distribution Statement : APPROVED FOR PUBLIC RELEASE